Risk Sensitivity (Python)

USD $385


Learning Objectives:

We review the concepts of risk sensitivities, Delta, Gamma, and Vega, presented in the original version, and expand on them by using Python to measure risk, and create powerful data visualizations to help us manage risk in rate-sensitive portfolios.

We use Python to calculate risk sensitivities for different portfolios of bonds, swaps, and swaptions, and apply them to simulate portfolio profit or loss, as a result of changes in interest rates and option volatility.

No coding experience needed. Downloadable Python code is included so you can dive right in, as we walk you through course exercises that develop your practical skills, in market risk measurement and management.


1 hour


Target audience

  • Staff and management in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally.
  • College and University students who aspire to become risk management professionals.

Recommended Course Prerequisites:

How long do I have to complete this course?

You will have access to course content for 270 days from enrollment date and can choose to complete the course at any time during this period.


Audio-Visual Content and Course Duration:

  • The time that it takes to complete the course will be determined by your desired pace. It’s estimated that you will spend up to 2 hours to complete the course.
  • The total viewing time of lesson presentations is 1-1.5 hours;  individual lesson topics are between 5-15 minutes each, presented as audio-visual content.
  • The time needed to complete each exercise presented is between 10-20 minutes, based on your level of engagement.
  • The exam is allocated 1 hour.

Downloadable Content:

  • The exercises presented in lessons are provided in downloadable Python code file and Excel spreadsheet. These will enable you to engage in the exercises, side-by-side with the lesson presentations.

Exam and Certificate:

  • The course exam is comprised of questions in the form of true/false, multiple choice, sorting choice, and fill in the blank.
  • A personalized course certificate will be issued to you with a minimum score of 50%.


Scroll to Top

Let's have a chat

Learn how we can help you augment your e-Learning course offering.

Optimal MRM Official Logo